From 3ea5e7ec00b813f5c311d423267a9be4db09c3fe Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 14 九月 2023 17:45:47 +0800
Subject: [PATCH] 撤单顺序调整
---
l2/l2_data_manager_new.py | 11 +++++------
1 files changed, 5 insertions(+), 6 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 6ecbb74..36aa443 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -549,10 +549,9 @@
buy_volume_rate = 0.2
# 渚濇澶勭悊
- cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index)
+ cancel_data, cancel_msg = l_cancel(buy_single_index, buy_exec_index)
if not cancel_data:
- cancel_data, cancel_msg = l_cancel(buy_single_index, buy_exec_index)
-
+ cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index)
if not cancel_data:
cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
# l2_log.debug(code, "鎾ゅ崟璁＄畻缁撴潫")
@@ -822,10 +821,10 @@
num_operate_map)
if left_count > 0:
not_cancel_num += total_data[i]["val"]["num"]
- m, msg = cls.__get_threshmoney(code)
+ m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
not_cancel_money = not_cancel_num * 100 * float(gpcode_manager.get_limit_up_price(code))
- if m > not_cancel_money:
- return False, False, f"鎴愪氦浣嶇疆璺濈褰撳墠浣嶇疆绾拱棰�({not_cancel_money})灏忎簬m鍊�({m})"
+ if m_base_val > not_cancel_money:
+ return False, False, f"鎴愪氦浣嶇疆璺濈褰撳墠浣嶇疆绾拱棰�({not_cancel_money})灏忎簬m鍊�({m_base_val})"
else:
# 鍒ゆ柇涔�1浠锋牸妗ｄ綅
zyltgb = global_util.zyltgb_map.get(code)
--
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